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30E00800 - Time Series Analysis, 26.02.2019-29.05.2019

This course space end date is set to 29.05.2019   Search Courses: 30E00800

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Lecture 13 (Tuesday 16.4.2019)

Completion requirements

Unit root tests and Cointegration test, error correction model (not Johansen test)

Brooks Chapter 7, See also book slides.

    • TimeSeries-CoInt2019Corr.pdf TimeSeries-CoInt2019Corr.pdf
Previous activity
◄ Lecture 12 (Thursday 4.4.2019)
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Lecture 14 (Thursday 18.4.2019) ►
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